COMEX Gold GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
26.97%
increased by 1.66%
1 Week
26.85%
increased by 1.54%
1 Month
26.37%
increased by 1.06%
Analysis last updated: Saturday, June 13, 2026 at 04:05 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2133 | 4.58 | |
| 0.0386 | 27.75 | |
| 0.9920 | 497.49 | |
| 4.9098 | 7.39 |
Estimation Period:
Aug 30, 2000 to Jun 12, 2026
Aug 30, 2000 to Jun 12, 2026
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